CRAN/E | R Packages from Jean-David Fermanian

Jean-David Fermanian

Author of 3 R packages

Quick info

Jean-David Fermanian has worked on 3 packages so far. In total, Jean-David Fermanian has worked with 5 other authors on those packages. A true team player!

Packages overview

CondCopulas
ElliptCopulas
MMDCopula

Package details

CondCopulas

Estimation and Inference for Conditional Copula Models

Alexis Derumigny , Jean-David Fermanian , Aleksey Min , Rutger van der Spek

ElliptCopulas

Inference of Elliptical Distributions and Copulas

Alexis Derumigny , Jean-David Fermanian , Rutger van der Spek

MMDCopula

Robust Estimation of Copulas by Maximum Mean Discrepancy

Alexis Derumigny , Pierre Alquier , Jean-David Fermanian , Badr-Eddine Chérief-Abdellatif

Colleagues

Alexis Derumigny
Aleksey Min
Rutger van der Spek
Pierre Alquier
Badr-Eddine Chérief-Abdellatif